In mathematics a theorem is a statement that has a proof : in a theory, i.e. from the axioms of the theory.
In a "formal" context, nothing change: a theorem of e.g. first-order arithmetic is a formula that is derivable from the first-order Peano axioms.
A valid formula (in the context of propositional calculus : a tautology) is a formula that is true in every interpretation.
Logical calculus have more than one "modes of presentation" :
Hilbert-style : (logical) axioms and rules
Natural deduction and Sequent-calculus : rules only.
In the first case, we say that a theorem of "pure" logic (like e.g. $\forall x \ (x=x)$) is a formula derivable form logical axioms alone.
In the second case, a (logical) theorem has no premises : it needs no non-logical axioms.
Due to the soundness of the calculus, every (logical) theorem is valid (every theorem of propositional calculus is a tautology).
We say that a formula $\varphi$ is a logical consequence of a set $\Gamma$ of premises, in symbols:
$\Gamma \vDash \varphi$
if and only if
there is no model $\mathcal {M}$ in which all members of $\Gamma$ are true and $\varphi$ is false.
Due to (strong) soundness of first-order logic, every theorem (in the above sense) of first-order arithmetic is a logical consequence of (first-order) Peano axioms.